IndependentColumnMatrixGaussian
final class IndependentColumnMatrixGaussian(M:Expression<Real[_,_]>, U:Expression<Real[_,_]>, v:Expression<Real[_]>) < Distribution<Real[_,_]>
Matrix Gaussian distribution where each column is independent.
Member Variables
Name | Description |
---|---|
M:Expression<Real[_,_]> | Mean. |
U:Expression<Real[_,_]> | Among-row covariance. |
σ2:Expression<Real[_]> | Among-column variances. |